+302.1%
WDAY vs SPXL
+4,214.6%
-3,912.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.9% |
| 7D | -4.4% | +0.1% | -4.4% | -4.4% |
| 30D | +14.7% | -0.9% | +15.6% | +15.3% |
| 3M | +32.4% | +2.0% | +30.3% | +30.0% |
| 6M | +36.9% | +33.5% | +3.4% | +18.8% |
| YTD | -8.8% | +32.2% | -41.0% | -20.8% |
| 1Y | -15.3% | +48.9% | -64.2% | -30.4% |
| 3Y | -21.2% | +222.9% | -244.1% | -56.2% |
| 5Y | -29.5% | +140.7% | -170.2% | -58.9% |
| 10Y | +120.0% | +1,192.7% | -1,072.6% | -49.0% |
| All | +302.1% | +4,214.6% | -3,912.5% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling